Working Papers
From Czech National Bank Contact information at EDIRC. Bibliographic data for series maintained by Jan Babecky (). Access Statistics for this working paper series.
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- 2023/8: Implementing Yield Curve Control Measures into the CNB Core Forecasting Model

- Frantisek Brazdik, Karel Musil and Stanislav Tvrz
- 2023/6: What Do Economists Think About the Green Transition? Exploring the Impact of Environmental Awareness

- Simona Malovana, Dominika Ehrenbergerova and Zuzana Gric
- 2023/5: Cyclical Investment Behavior of Investment Funds: Its Heterogeneity and Drivers

- Milan Szabo
- 2023/3: Macroprudential Policy and Income Inequality: The Trade-off Between Crisis Prevention and Credit Redistribution

- Simona Malovana, Jan Janku and Martin Hodula
- 2023/2: The Application of Multiple-Output Quantile Regression on the US Financial Cycle

- Michal Franta
- 2023/1: Finding the Optimal Currency Composition of Foreign Exchange Reserves with a Quantum Computer

- Martin Vesely
- 2022/10: Retail Fund Flows and Performance: Insights from Supervisory Data

- Martin Hodula, Milan Szabo and Josef Bajzik
- 2022/9: From Central Counter to Local Living: Pass-Through of Monetary Policy to Mortgage Lending Rates in Districts

- Jiri Gregor, Jan Janku and Martin Melecký
- 2022/8: Borrower-Based Macroprudential Measures and Credit Growth: How Biased is the Existing Literature?

- Simona Malovana, Martin Hodula, Zuzana Gric and Josef Bajzik
- 2022/7: How Credit Improves the Exchange Rate Forecast

- Martin Časta
- 2022/6: Meeting Investor Outflows in Czech Bond and Equity Funds: Horizontal or Vertical?

- Milan Szabo
- 2022/5: Nowcasting Macroeconomic Variables Using High-Frequency Fiscal Data

- Robert Ambrisko
- 2022/4: Monetary Policy and the Financial Cycle: International Evidence

- Jaromir Baxa and Jan Žáček
- 2022/3: Cooling the Mortgage Loan Market: The Effect of Recommended Borrower-Based Limits on New Mortgage Lending

- Martin Hodula, Milan Szabo, Lukas Pfeifer and Martin Melecký
- 2022/2: Application of Quantum Computers in Foreign Exchange Reserves Management

- Martin Vesely
- 2022/1: Price Level Targeting with Imperfect Rationality: A Heuristic Approach

- Vojtech Molnar
- 2021/10: Does Sentiment Affect Stock Returns? A Meta-analysis Across Survey-based Measures

- Zuzana Gric, Josef Bajzik and Ondrej Badura
- 2021/9: Non-linear Effects of Market Concentration on the Underwriting Profitability of the Non-life Insurance Sector in Europe

- Jan Janku and Ondrej Badura
- 2021/8: A Tale of Different Capital Ratios: How to Correctly Assess the Impact of Capital Regulation on Lending

- Simona Malovana, Martin Hodula, Josef Bajzik and Zuzana Gric
- 2021/7: Learning and Cross-Country Correlations in a Multi-Country DSGE Model

- Volha Audzei
- 2021/6: Monetary Policy Spillover to Small Open Economies: Is the Transmission Different under Low Interest Rates?

- Jin Cao, Valeriya Dinger, Tomas Gomez, Zuzana Gric, Martin Hodula, Alejandro Jara, Ragnar Juelsrud, Karolis Liaudinskas, Simona Malovana and Yaz Terajima
- 2021/5: Does Macroprudential Policy Leak? Evidence from Non-Bank Credit Intermediation in EU Countries

- Martin Hodula and Ngoc Anh Ngo
- 2021/4: The Rushin Index: A Weekly Indicator of Czech Economic Activity

- Tomas Adam, Ondrej Michalek, Ales Michl and Eva Slezakova
- 2021/3: Holding the Economy by the Tail: Analysis of Short- and Long-run Macroeconomic Risks

- Michal Franta and Jan Libich
- 2021/2: The Effects of Minimum Wage Increases in the Czech Republic

- Jakub Grossmann
- 2021/1: Deriving Equity Risk Premium Using Dividend Futures

- Martin Časta
- 2020/15: How Bad Are Trade Wars? Evidence from Tariffs

- Petr Polak, Nikol Polakova and Anna Tlusta
- 2020/14: The Effect of Monetary Policy on House Prices - How Strong is the Transmission?

- Dominika Ehrenbergerova and Josef Bajzik
- 2020/13: Composite Survey Sentiment as a Predictor of Future Market Returns: Evidence for German Equity Indices

- Zuzana Rakovska
- 2020/12: A Top-down Stress-testing Framework for the Nonfinancial Corporate Sector

- Vojtech Siuda
- 2020/11: Estimating Commercial Property Price Misalignment in the CEE Countries

- Hana Hejlova, Michal Hlaváček and Blanka Vackova
- 2020/10: The Power of Sentiment: Irrational Beliefs of Households and Consumer Loan Dynamics

- Zuzana Rakovska, Dominika Ehrenbergerova and Martin Hodula
- 2020/9: The Intertemporal Cost of Living and Dynamic Inflation: The Case of the Czech Republic

- Ivan Sutoris
- 2020/8: On the Determinants of Life and Non-Life Insurance Premiums

- Martin Hodula, Jan Janku, Martin Časta and Adam Kučera
- 2020/7: The g3+ Model: An Upgrade of the Czech National Bank's Core Forecasting Framework

- František Brázdik, Tibor Hledik, Zuzana Humplova, Iva Martonosi, Karel Musil, Jakub Rysanek, Tomáš Šestořád, Jaromir Tonner, Stanislav Tvrz and Jan Žáček
- 2020/6: A Model of the Euro Area, China and the United States: Trade Links and Trade Wars

- Volha Audzei and Jan Bruha
- 2020/5: Does Capital-Based Regulation Affect Bank Pricing Policy?

- Dominika Ehrenbergerova, Martin Hodula and Zuzana Rakovska
- 2020/4: Sovereign Capital, External Balance, and the Investment-Based Balassa-Samuelson Effect in a Global Dynamic Equilibrium

- Alexis Derviz
- 2020/3: Growth-at-Risk: Bayesian Approach

- Milan Szabo
- 2020/2: Finance, Growth and (Macro)Prudential Policy: European Evidence

- Martin Hodula and Ngoc Anh Ngo
- 2020/1: Dynamics of Czech Inflation: The Role of the Trend and the Cycle

- Michal Franta and Ivan Sutoris
- 2019/12: The Elasticity of Substitution between Domestic and Foreign Goods: A Quantitative Survey

- Josef Bajzik, Tomas Havranek, Zuzana Irsova and Jiří Schwarz
- 2019/11: Too Much of a Good Thing? Households' Macroeconomic Conditions and Credit Dynamics

- Martin Hodula, Simona Malovana and Jan Frait
- 2019/10: Introducing a New Index of Households' Macroeconomic Conditions

- Martin Hodula, Simona Malovana and Jan Frait
- 2019/9: How to Improve the Model Selection Procedure in a Stress-testing Framework

- Jiri Panos and Petr Polak
- 2019/8: Death to the Cobb-Douglas Production Function? A Quantitative Survey of the Capital-Labor Substitution Elasticity

- Sebastian Gechert, Tomas Havranek, Zuzana Irsova and Dominika Ehrenbergerova
- 2019/7: Coexistence of Physical and Crypto Assets in a Stochastic Endogenous Growth Model

- Alexis Derviz
- 2019/6: Introducing Macro-Financial Variables into a Semi-Structural Model

- Dominika Ehrenbergerova and Simona Malovana
- 2019/5: Monetary Policy and Shadow Banking: Trapped between a Rock and a Hard Place

- Martin Hodula
- 2019/4: Banks' Credit Losses and Provisioning over the Business Cycle: Implications for IFRS 9

- Simona Malovana and Zaneta Tesarova
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